Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators
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Other versions of this item:
- Bo E. Honore & Luojia Hu, 2015. "Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators," Working Paper Series WP-2015-7, Federal Reserve Bank of Chicago, revised 15 Sep 2015.
References listed on IDEAS
- Alan Sule & Honoré Bo E. & Hu Luojia & Leth-Petersen Søren, 2014.
"Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation,"
Journal of Econometric Methods, De Gruyter, vol. 3(1), pages 1-20, January.
- Søren Leth-Petersen & Sule Alan & Bo E. Honore & Luojia Hu, 2011. "Estimation of panel data regression models with two-sided censoring or truncation," Working Paper Series WP-2011-08, Federal Reserve Bank of Chicago.
- Bhattacharya, Debopam, 2008. "A Permutation-Based Estimator For Monotone Index Models," Econometric Theory, Cambridge University Press, vol. 24(3), pages 795-807, June.
- Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
- Manski, Charles F., 1975. "Maximum score estimation of the stochastic utility model of choice," Journal of Econometrics, Elsevier, vol. 3(3), pages 205-228, August.
More about this item
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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